Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236641.1755 | 1273892.9252 | -37251.7497 | 264194.2521 | 355713.8894 | -91519.6373 |
Total P&L (%) | 1236.6412 | 1273.8929 | -37.2518 | 264.1943 | 355.7139 | -91.5196 |
Avg Daily Profit (%) | 0.6792 | 0.6997 | -0.0205 | 0.071 | 0.0833 | -0.1354 |
Buy And Hold Return (%) | 579.4122 | 579.4122 | 579.4122 | 579.4122 | 579.4122 | 579.4122 |
Max Trade Drawdown | -156758 | -101583 | -91721 | -1623252 | -1147631 | -793297 |
Profit Factor | 3.0233 | 5.1058 | 0.8762 | 1.0689 | 1.1571 | 0.9417 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 43.662 | 40 | 47.2222 | 43.662 | 40 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.901 | 7.6587 | 0.9793 | 1.3793 | 1.7357 | 1.0524 |
Largest Winning Trade | 729005 | 729005 | 72356 | 831890 | 831890 | 572574 |
Largest Losing Trade | -48762 | -46051 | -48762 | -410709 | -410709 | -392258 |
Avg Bars in Trades | 96 | 122 | 70 | 96 | 122 | 70 |
Avg Bars in Winners | 121 | 161 | 89 | 121 | 161 | 89 |
Avg Bars in Losers | 76 | 96 | 53 | 76 | 96 | 53 |
Bars Traded | 6835 | 4289 | 2546 | 6835 | 4289 | 2546 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81827 | 385824 | -581860 | -502334 | -297925 | -580193 |
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7283, "evaluation_days": 1820.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758061577195, "expiration_time": 1762764984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 59, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1236641.175547616, 1273892.925208272, -37251.7496606562, 264194.252110792, 355713.8894499118, -91519.63733912 ], [ 1236.641176, 1273.892925, -37.25175, 264.194252, 355.713889, -91.519637 ], [ 0.679193, 0.699653, -0.02046, 0.071013, 0.083335, -0.135425 ], [ 579.412229, 579.412229, 579.412229, 579.412229, 579.412229, 579.412229 ], [ -156758, -101583, -91721, -1623252, -1147631, -793297 ], [ 3.023252, 5.105787, 0.876218, 1.068941, 1.157145, 0.941654 ], [ 71, 35, 36, 71, 35, 36 ], [ 31, 14, 17, 31, 14, 17 ], [ 40, 21, 19, 40, 21, 19 ], [ 43.661972, 40, 47.222222, 43.661972, 40, 47.222222 ], [ 3.90097, 7.658681, 0.979303, 1.379279, 1.735717, 1.052436 ], [ 729005, 729005, 72356, 831890, 831890, 572574 ], [ -48762, -46051, -48762, -410709, -410709, -392258 ], [ 96, 122, 70, 96, 122, 70 ], [ 121, 161, 89, 121, 161, 89 ], [ 76, 96, 53, 76, 96, 53 ], [ 6835, 4289, 2546, 6835, 4289, 2546 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81827, 385824, -581860, -502334, -297925, -580193 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7283, "evaluation_days": 1820.75, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758061577195, "expiration_time": 1762764984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 59, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|